COST Options History — December 2024 In December 2024, COST traded between $916.95 and $995.20. ATM implied volatility averaged 21.5%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 4.0% (HV 20d: 17.4%). Max pain ranged from $820.00 to $900.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.83.
Notable Days 2024-12-13 : Highest Volume — 156,479 contracts2024-12-13 : Largest IV drop — 20.2% change2024-12-04 : Highest IV Rank — 58.8%2024-12-04 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $970.32 $916.95 $995.20 $974.82 $916.95 Max Pain $854.76 $820.00 $900.00 $900.00 $860.00 ATM IV 21.5% 16.9% 25.2% 25.0% 19.3% Expected Move 6.3% 4.6% 8.7% 8.4% 5.6% HV 20d 17.4% 12.6% 21.9% 21.8% 14.1% HV 60d 17.8% 16.8% 18.7% 18.7% 17.7% IV Rank 37.9% 12.3% 58.8% 57.7% 25.8% IV Percentile 53.7% 12.7% 86.1% 84.9% 34.5% Term Structure 0.1% -1.1% 1.8% -0.2% -1.1% VWIV 22.5% 16.5% 31.0% 30.7% 19.2% Skew 25d 0.6% -0.9% 2.5% -0.9% 2.5% Skew 10d 1.4% -2.7% 6.8% -1.3% 6.4% Call IV 25d 21.5% 16.9% 25.9% 25.5% 18.5% Put IV 25d 22.0% 18.0% 25.4% 24.6% 21.0% Bid-Ask Spread % 59.71 42.79 69.58 44.98 65.69 Gamma HHI 0.08 0.03 0.23 0.06 0.03 Net GEX 142.0K -393.6M 304.7M 151.2M -147.0M Net DEX -4.67B -7.13B -1.12B -6.05B -1.12B Net VEX -22.3M -25.0M -20.1M -20.6M -24.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.33 1.52 0.34 0.66 Total Volume 52,550.619 19,564 156,479 63,391 33,076 Total OI 313,898.905 282,263 356,883 282,263 301,264
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2024-12-02 $974.82 $900.00 25.0% 8.4% 21.8% 57.7% 30.7% -0.9% -0.2% 151.2M -6.05B -20.6M 0.34 44.98 47,291 16,100 125,956 156,307 2024-12-03 $980.84 $900.00 25.2% 8.5% 21.8% 58.6% 30.8% -0.4% -0.7% 255.3M -6.61B -20.7M 0.33 42.79 35,984 11,979 139,732 162,880 2024-12-04 $988.70 $900.00 25.2% 8.7% 21.8% 58.8% 31.0% -0.6% -0.5% 294.1M -7.00B -20.3M 0.63 52.72 27,643 17,310 138,399 165,515 2024-12-05 $985.73 $820.00 24.0% 6.7% 21.9% 52.0% 24.0% -0.4% -0.8% 241.1M -6.65B -20.6M 0.71 58.63 28,474 20,117 138,431 170,516 2024-12-06 $994.56 $830.00 23.9% 6.7% 21.4% 51.3% 23.7% 0.8% -0.2% 304.7M -7.13B -20.6M 0.39 59.58 65,513 25,330 144,868 176,432 2024-12-09 $986.39 $830.00 24.1% 6.8% 19.1% 52.8% 24.4% -0.2% -0.1% 106.7M -6.12B -20.4M 1.11 58.76 15,338 16,974 132,514 160,151 2024-12-10 $993.43 $830.00 24.3% 6.9% 18.6% 53.5% 24.7% -0.0% -0.3% 122.2M -6.52B -20.7M 0.74 57.81 14,697 10,807 137,223 166,679 2024-12-11 $995.20 $830.00 23.9% 6.7% 18.5% 51.4% 24.0% -0.6% -0.6% 112.8M -6.56B -20.3M 0.98 58.85 25,002 24,543 137,751 169,926 2024-12-12 $989.11 $835.00 24.9% 7.0% 18.8% 57.0% 25.0% -0.4% -0.5% 66.6M -5.93B -21.5M 1.02 59.06 41,565 42,313 143,205 177,524 2024-12-13 $992.81 $840.00 19.9% 5.7% 17.6% 28.8% 20.7% -0.1% 0.1% 97.7M -6.46B -20.1M 0.83 62.63 85,635 70,844 159,912 191,372 2024-12-16 $993.86 $840.00 19.0% 5.5% 15.7% 24.3% 19.9% -0.4% 0.2% 95.6M -6.11B -20.3M 0.71 65.67 40,716 28,922 138,462 174,485 2024-12-17 $982.70 $840.00 19.6% 5.6% 16.3% 27.3% 20.3% 0.2% 0.2% -22.8M -5.19B -21.6M 1.13 66.54 18,044 20,419 143,497 185,969 2024-12-18 $965.85 $850.00 22.1% 6.3% 17.6% 41.5% 22.4% 1.0% -0.3% -149.9M -3.77B -23.7M 0.79 69.58 20,866 16,408 146,716 193,879 2024-12-19 $958.47 $855.00 22.1% 6.4% 17.9% 41.6% 22.7% 1.8% -0.2% -225.5M -3.04B -24.6M 1.29 61.03 22,646 29,154 150,034 198,480 2024-12-20 $958.59 $855.00 18.7% 5.3% 14.3% 22.5% 18.9% 2.0% 1.1% -393.6M -3.41B -24.5M 1.52 55.91 23,612 35,866 154,283 202,600 2024-12-23 $949.63 $865.00 18.1% 5.2% 14.4% 19.3% 18.4% 1.1% 1.8% -165.3M -2.18B -25.0M 0.75 64.06 18,720 14,117 120,895 170,002 2024-12-24 $953.96 $865.00 17.1% 4.6% 14.0% 13.5% 16.8% 1.5% 1.4% -129.2M -2.79B -24.6M 0.48 63.82 13,186 6,378 127,158 174,156 2024-12-26 $956.36 $865.00 16.9% 4.6% 12.6% 12.3% 16.5% 0.9% 1.4% -120.5M -2.98B -24.1M 0.90 65.31 14,693 13,267 129,845 175,837 2024-12-27 $936.76 $865.00 18.5% 5.4% 14.1% 21.3% 18.9% 1.5% 0.7% -337.0M -1.26B -24.5M 1.12 61.22 25,728 28,895 135,556 179,236 2024-12-30 $922.03 $875.00 19.2% 5.5% 14.2% 25.3% 19.3% 2.5% 0.2% -154.3M -1.12B -25.0M 0.96 59.36 18,025 17,366 126,082 168,148 2024-12-31 $916.95 $860.00 19.3% 5.6% 14.1% 25.8% 19.2% 2.5% -1.1% -147.0M -1.12B -24.9M 0.66 65.69 19,970 13,106 133,192 168,072
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